Pointing at From Software's ability to craft games like the Dark Souls series and Bloodborne in a way that leaves us processing the meaning behind the lore throughout each game and well after they end, VideoGamer has proposed that this is how to "get storytelling right". A sample from their editorial:

Bloodborne is amazing at this. For much of my first playthrough I didn't have a fucking clue what was going on. There were different factions, obviously, and a hunt. There were beasts and men, hunters and ghouls. The world itself evolved with my actions, but I wasn't quite sure why. I was driving the experience but not necessarily the story, of which I seemed a passenger, never sure where it was heading. The people I spoke to talked in riddles and from behind closed doors, many of whom seemed to need saving from the madness around them and many of whom promptly told me to fuck off. (It's entirely possible to miss these people.) The ones which didn't then asked me to perform quests for them, but no marker appeared and often I wasn't sure what they even wanted.

Having defeated Gehrman I still don't know everything about Bloodborne I barely know anything about it. By design it recalls, in and out of the narrative, dreams (or nightmares, more accurately), albeit with a careful interlinking structure and complex fighting mechanics. But its different areas function not to explain the dream, but to deepen its effects, and it uses the ambiguity of its lore to do it.

You meet a man who tells you incredible things about a castle which can only be reached a certain way, but you don't have to go there. If you do decide to go there, you find yourself in both the best modern-day Castlevania and somewhere of the same world as Yharnam but markedly different to it, with its own foes, its own tricks, its own traps, its own style. Byrgenwerth and the Forbidden Forest are much the same, and you find yourself wondering without the need for an answer how all of this got here, or even where 'here' is. (Step away from Bloodborne for a month or so before going back to it and you'll find yourself asking how you got there, a slightly more pressing concern.)